Mid-session IV Report March 25, 2020

Mid-session IV Report March 25, 2020

The following report is a snapshot of noteworthy changes in stock and option volumes, as well as changes in option implied volatilities. By monitoring this market data, traders can create strategies that capitalize on this often over looked information.

Options with increasing option implied volatility: IV moving lower

Popular options with increasing volume: F UBER ROKU SQ

Option implied volatility moves lower for wide moving entertainment, leisure and airline stocks

Wynn Resorts Ltd (WYNN) 30-day option implied volatility is at 121 compared to its 52-week range of 31 to 215. Call put ratio 1 call to 1.9 puts.

Las Vegas Sands (LVS) 30-day option implied volatility is at 90; compared to its 52-week range of 23 to 180.

MGM Resorts (MGM) 30-day option implied volatility is at 149; compared to its 52-week range of 20 to 339.

Melco Resorts (MLCO) 30-day option implied volatility is at 115; compared to its 52-week range of 31 to 156.

Royal Caribbean Cruises (RCL) 30-day option implied volatility is at 180; compared to its 52-week range of 20 to 271.

Carnival Cruise Lines (CCL) 30-day option implied volatility is at 172; compared to its 52-week range of 18 to 266.

Norwegian Cruise Line (NCLH) 30-day option implied volatility is at 221; compared to its 52-week range of 20 to 281.

United Airlines (UAL) 30-day option implied volatility is at 192; compared to its 52-week range 20 to 419.

Delta (DAL) 30-day option implied volatility is at 175; compared to its 52-week range of 20 to 265.

Southwest Airlines (LUV) 30-day option implied volatility is at 133; compared to its 52-week range after 17 to 204.

American Airlines (AAL) 30-day option implied volatility is at 192; compared to its 52-week range of 29 to 293.

Alaska Air Group (ALK) 30-day option implied volatility is at 110; compared to its 52-week range of 21 to 232.

Amusement parks option implied volatility elevated on coronavirus

Cedar Fair L.P. (FUN) 30-day option implied volatility is at 134; compared to its 52-week range of 18 to 236.

SeaWorld Entertainment (SEAS) 30-day option implied volatility is at 201; compared to its 52-week range of 32 to 280.

Six Flags Entertainment (SIX) 30-day option implied volatility is at 158; compared to its 52-week range of 23 to 264.

Madison Square Garden (MSG) 30-day option implied volatility is at 90; compared to its 52-week range of 19 to 139.

Live Nation (LYV) 30-day option implied volatility is at 131; compared to its 52-week range of 21 to 198.

Disney (DIS) 30-day option implied volatility is at 75; compared to its 52-week range of 18 to 103.

Increasing unusual option volume: MFA TTOO DENN NYMT VRAY
Increasing unusual call option volume: TTOO NYMT PK VRAY SIEN DBI
Increasing unusual put option volume: CBRL ITA VIPS BANC NYCB FIVE
Options with decreasing option implied volatility: GUSH APRN UAL PENN IGT ERI MGM CZR HLT
Active options: AAPL TSLA BAC BA F MSFT AMD AAL FB GE SQ UBER NVDA MU DIS AMZN ROKU DAL NKE BABA